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.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH FITTEDBONDCURVE 1 "25 February 2006" QuantLib
.SH NAME
FittedBondCurve - Example of using QuantLib to fit discount curves
.SH SYNOPSIS
.B FittedBondCurve
.SH DESCRIPTION
.PP
.B FittedBondCurve
is an example of using \fIQuantLib\fP.
For a given set of coupons and terms to maturity, it computes the value of a
bond by fitting the yields to a curve using different methods.
The fitting methods are exponential splines, simple polynomials,
Nelson-Siegel, and cubic B-splines. It then shifts the evaluation date
into the future to compute implied forward par rates. It also computes yields
after small price shifts.
.SH SEE ALSO
The source code
.IR FittedBondCurve.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .
.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).
This manual page was added by Dirk Eddelbuettel <edd@debian.org>,
the Debian GNU/Linux maintainer for
.BR QuantLib .
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